In this paper, we study the relaxation limit of the relaxing Cauchy problem for non-isentropic compressible Euler equations with damping in multi-dimensions. We prove that the velocity of the relaxing equations converges weakly to the velocity of the relaxed equations, while other variables of the relaxing equations converge strongly to the corresponding variables of the relaxed equations. We prove that as relaxation time approaches 0, there exists an initial layer for the ill-prepared data, the convergence of the velocity is strong outside the layer; while there is no initial layer for the well-prepared data, the convergence of the velocity is strong near t = 0. The strong convergence rates of all variables are also estimated.